In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the second part we investigate conditions for...

The zonoid of a d-dimensional random vector is used as a tool for measuring linear dependence among its components. A preorder of linear dependence is defined through inclusion of the zonoids. The zonoid of a random vector does not characterize its distribution, but it characterizes the size...

Based on Jewitt (1986) we try to find a characterization of comparative downside risk aversion and love. The desired characterizations involve the decomposition of the dual of the intersection of two convexity cones. The decomposition holds in the case of downside risk love, but not in the case...

In the context of survival analysis, we define a covariate X as protective (detrimental) for the failure time T if the conditional distribution of [T | X = x] is stochastically increasing (decreasing) as a function of x. In the presence of another covariate Y, there exist situations where [T | X...

We consider a finite sequence of exchangeable binary random variables and assume that the conditional expected value of each variable is an average of the observed frequency of success and a prior guess. We obtain a representation of the law of the finite sequence as a beta-binomial. In this way...